Noise expresses exponential growth under regime switching

نویسندگان

  • Guang-Da Hu
  • MingZhu Liu
  • Xuerong Mao
  • Minghui Song
چکیده

Consider a given system under regime switching whose solution grows at most polynomially, and suppose that the system is subject to environmental noise in some regimes. Can the regime switching and the environmental noise work together to make the system change significantly? The answer is yes. In this paper, we will show that the regime switching and the environmental noise will make the original system whose solution grows at most polynomially become a new system whose solution will grow exponentially. In other words, we reveal that the regime switching and the environmental noise will exppress the exponential growth.

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عنوان ژورنال:
  • Systems & Control Letters

دوره 58  شماره 

صفحات  -

تاریخ انتشار 2009